A hybrid Tabu-ascent algorithm for the linear Bilevel Programming Problem |
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Authors: | M Gendreau P Marcotte G Savard |
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Institution: | (1) DIRO, Université de Montréal, H3C 3J7 Montréal, Canada |
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Abstract: | The linear Bilevel Programming Problem (BLP) is an instance of a linear hierarchical decision process where the lower level constraint set is dependent on decisions taken at the upper level. In this paper we propose to solve this NP-hard problem using an adaptive search method related to the Tabu Search metaheuristic. Numerical results on large scale linear BLPs are presented. |
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Keywords: | Bilevel programming adaptive search methods combinatorial optimization Tabu Search |
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